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Go to m.opera.com or Nokia Store & download opera mini 6.5 from there. using it you will be able to download .jar files.NOTE- OM 6.5 is not good enough for general browsing as it'll frequently give memory full errors. So for general browsing stick to the other two.

All these .exe are because Softpedia make your download their own sort of zip file which you have to open on a PC this because their file contains advert for other software they are try to sell you. You have to click no.no.no, etc until the file you wanted like an .jar is finally unzipped. Why don't you try getjar from a mobile browser and see if you can download an .jar file from them.

OK I get EXT files saved on the SD card of my Asha 201 **bleep** downloading some apps etc. Can you use a PC & install Nokia PC Suite I use an older version as new Suite very large file. You can install .jar apps through PC Suite. Let me know I will look into the EXT file problem.